CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 21-Aug-2018

Day Change Summary
	Previous	Current
	20-Aug-2018	21-Aug-2018	Change	Change %	Previous Week
Open	0.7665	0.7674	0.0009	0.1%	0.7609
High	0.7674	0.7688	0.0014	0.2%	0.7667
Low	0.7642	0.7662	0.0021	0.3%	0.7594
Close	0.7665	0.7669	0.0003	0.0%	0.7665
Range	0.0033	0.0026	-0.0007	-20.0%	0.0073
ATR	0.0051	0.0049	-0.0002	-3.5%	0.0000
Volume	51,076	70,990	19,914	39.0%	319,631

Daily Pivots for day following 21-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7751	0.7736	0.7683
R3	0.7725	0.7710	0.7676
R2	0.7699	0.7699	0.7673
R1	0.7684	0.7684	0.7671	0.7678
PP	0.7673	0.7673	0.7673	0.7670
S1	0.7658	0.7658	0.7666	0.7652
S2	0.7647	0.7647	0.7664
S3	0.7621	0.7632	0.7661
S4	0.7595	0.7606	0.7654

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7861	0.7836	0.7705
R3	0.7788	0.7763	0.7685
R2	0.7715	0.7715	0.7678
R1	0.7690	0.7690	0.7671	0.7702
PP	0.7642	0.7642	0.7642	0.7648
S1	0.7616	0.7616	0.7658	0.7629
S2	0.7568	0.7568	0.7651
S3	0.7495	0.7543	0.7644
S4	0.7422	0.7470	0.7624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7688	0.7594	0.0095	1.2%	0.0047	0.6%	79%	True	False	63,923
10	0.7697	0.7594	0.0104	1.3%	0.0050	0.6%	72%	False	False	67,003
20	0.7720	0.7594	0.0126	1.6%	0.0048	0.6%	60%	False	False	68,650
40	0.7720	0.7481	0.0239	3.1%	0.0049	0.6%	79%	False	False	68,728
60	0.7817	0.7481	0.0337	4.4%	0.0052	0.7%	56%	False	False	59,106
80	0.7875	0.7481	0.0395	5.1%	0.0052	0.7%	48%	False	False	44,653
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	36%	False	False	35,750
120	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	36%	False	False	29,811

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7798
2.618	0.7756
1.618	0.7730
1.000	0.7714
0.618	0.7704
HIGH	0.7688
0.618	0.7678
0.500	0.7675
0.382	0.7672
LOW	0.7662
0.618	0.7646
1.000	0.7636
1.618	0.7620
2.618	0.7594
4.250	0.7552

Fisher Pivots for day following 21-Aug-2018
Pivot	1 day	3 day
R1	0.7675	0.7660
PP	0.7673	0.7651
S1	0.7671	0.7643

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These figures are updated between 7pm and 10pm EST after a trading day.

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